+4,086.2%
CB vs PEGA
+1,209.2%
+2,877.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -1.0% | -1.8% |
| 7D | +0.5% | +3.3% | -2.8% | +0.3% |
| 30D | -3.1% | +17.7% | -20.9% | -4.3% |
| 3M | +9.0% | +5.8% | +3.2% | +8.2% |
| 6M | +2.9% | -20.3% | +23.1% | +4.1% |
| YTD | +10.1% | -37.1% | +47.2% | +13.0% |
| 1Y | +22.8% | -30.2% | +53.0% | +24.8% |
| 3Y | +73.8% | +48.1% | +25.7% | +63.4% |
| 5Y | +99.2% | -46.8% | +146.0% | +98.6% |
| 10Y | +218.2% | +191.3% | +26.9% | +177.7% |
| All | +4,086.2% | +1,209.2% | +2,877.0% | +2,901.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PEGA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling